Selected Major Indexes

Journal of Indexes: Correlation

November / December 2007

Global Index Data Selected Major Indexes Sorted By YTD Returns November / December 2007
Sorted By Year-To-Date Returns - Every market for itself...

	Total Return %							Annualized Return %
Index Name	YTD	2006	2005	2004	2003	2002	2001	3-Yr	5-Yr	10-Yr	15-Yr	Sharp	Std Dev

MSCI Turkey	37.94	-9.22	51.60	38.46	122.40	-36.49	-33.55	37.96	44.39	12.54	-	1.00	34.60
MSCI Brazil	29.66	40.52	49.96	30.49	102.85	-33.78	-21.75	53.65	47.89	10.57	17.13	1.56	27.76
MSCI Thailand	27.20	6.76	4.85	-4.04	134.26	24.32	4.55	18.80	26.63	4.80	-0.55	0.72	21.66
MSCI World/Metals&Mining	27.11	34.56	33.66	13.88	64.33	-4.28	1.10	38.95	34.17	11.95	-	1.53	20.33
MSCI Korea	26.80	11.20	54.28	19.96	32.60	7.43	47.23	37.76	25.19	14.63	10.38	1.51	19.97
MSCI EM Latin America	22.95	39.34	44.92	34.77	67.06	-24.79	-4.25	47.48	40.44	11.90	-	1.72	21.87
MSCI Chile	22.70	26.40	18.39	24.57	79.72	-21.67	-5.85	29.64	32.22	6.99	8.47	1.57	14.78
MSCI AC Far East Ex Japan	21.96	28.47	17.86	14.23	40.77	-11.05	-4.14	28.66	21.98	4.48	6.19	1.62	13.76
MSCI EM GR	21.43	32.59	34.54	25.95	56.28	-6.00	-2.37	39.02	33.15	11.08	11.66	1.85	16.53
Goldman Sachs Nat Res	18.39	16.82	36.48	24.57	34.01	-13.26	-15.59	29.25	24.97	9.56	-	1.23	19.08
DJ US Telecommunications	13.00	36.83	-4.00	18.70	7.33	-34.55	-12.77	17.65	17.29	4.21	7.05	1.14	11.35
Morningstar Manfct Super Sec	12.96	19.95	11.24	20.26	28.15	-15.56	-9.10	19.05	17.05	9.06	11.71	1.61	8.54
BSE SENSEX LCL India	11.11	46.70	42.34	13.08	72.89	3.52	-17.87	43.43	36.94	14.73	-	1.68	19.09
MSCI EAFE Growth	9.94	22.33	13.28	16.12	31.99	-16.02	-24.58	21.59	17.76	-	-	1.72	9.28
Morningstar Inform Super Sec	9.43	16.90	-1.79	3.57	39.79	-36.74	-24.17	13.55	13.65	3.79	10.10	0.84	11.08
AMEX Composite	9.35	16.90	22.64	22.22	42.36	-2.74	-5.59	22.20	20.99	13.21	12.57	1.44	11.62
S&P SmallCap 600/Citi Growth	9.24	10.54	7.07	24.29	38.50	-16.57	3.00	15.77	17.27	9.29	-	0.93	12.09
MSCI Europe	8.88	33.72	9.42	20.88	38.54	-18.38	-19.90	24.31	20.77	10.08	11.85	1.88	9.71
Dow Jones Industrial	8.79	19.05	1.72	5.31	28.28	-15.01	-5.44	12.03	11.55	7.88	12.25	0.96	8.01
DJ Composite Average	8.35	15.71	9.49	15.58	29.40	-15.94	-11.78	15.74	14.74	8.54	11.98	1.34	8.09
MSCI World Ex US	8.15	25.71	14.47	20.38	39.42	-15.80	-21.40	22.63	19.99	8.29	9.12	1.80	9.36
Russell 1000 Growth	8.15	9.07	5.26	6.30	29.75	-27.88	-20.42	11.02	10.46	4.14	8.80	0.82	8.21
S&P Midcap 400	8.14	10.32	12.56	16.48	35.62	-14.53	-0.61	15.75	15.60	11.93	14.32	1.06	10.41
Goldman Sachs Commodity	7.81	-15.09	25.55	17.28	20.72	32.07	-31.93	4.91	11.92	5.79	6.25	0.14	22.50
DJ Transportation Average	7.76	9.81	11.65	27.73	31.84	-11.48	-9.30	17.50	17.91	6.85	11.12	0.84	15.95
NASDAQ Composite	7.50	9.52	1.37	8.59	50.01	-31.53	-21.05	12.20	14.58	5.04	10.73	0.68	11.85
MSCI EAFE	7.40	26.34	13.54	20.25	38.59	-15.94	-21.44	22.16	19.53	8.00	8.88	-	9.25
Russell 2000 Growth	6.26	13.35	4.15	14.31	48.54	-30.26	-9.23	15.06	16.27	4.15	8.32	0.76	14.51
S&P 500/Citi Growth	5.88	11.01	1.14	6.97	27.08	-28.10	-16.12	8.96	9.42	4.83	-	0.64	7.44
MSCI EAFE Small Cap	5.46	19.31	26.19	30.78	61.35	-7.82	-	24.09	25.22	-	-	1.58	11.54
DJ Wilshire 5000	5.29	15.88	6.32	12.62	31.64	-20.86	-10.97	13.36	13.28	7.09	11.07	1.11	7.94
Russell 1000	5.28	15.46	6.27	11.41	29.89	-21.65	-12.45	12.83	12.53	7.03	11.10	1.10	7.50
S&P 500	5.20	15.79	4.91	10.88	28.69	-22.10	-11.89	12.16	12.00	6.75	10.92	1.04	7.35
NYSE Composite	5.01	17.86	6.95	12.16	29.28	-19.83	-10.21	14.14	12.87	6.79	9.65	1.22	7.75
S&P Smallcap 600	5.01	15.12	7.68	22.65	38.79	-14.63	6.54	15.69	16.89	9.95	-	0.90	12.49
LB US Treasury US TIPS	4.95	0.41	2.84	8.46	8.40	16.57	7.90	3.64	5.60	6.94	-	-0.11	4.08
Russell 3000	4.95	15.72	6.12	11.95	31.06	-21.54	-11.46	12.96	12.82	7.03	11.07	1.07	7.88
MSCI EAFE Value	4.91	30.38	13.80	24.33	45.30	-15.91	-18.52	22.69	21.24	-	-	1.79	9.44
DJ US Health Care	4.67	6.88	8.32	4.55	19.43	-20.81	-12.84	8.30	8.27	8.05	11.57	0.48	8.85
LB Global Aggregate	3.70	6.64	-4.49	9.27	12.51	16.52	1.58	4.48	6.43	5.88	6.12	0.08	4.60
3-Mo T-Bill	3.45	5.07	3.34	1.43	1.05	1.68	3.67	4.18	2.96	3.75	4.05	-	0.33
LB US Aggregate	3.07	4.33	2.43	4.34	4.10	10.26	8.44	3.70	4.31	6.04	6.31	-0.16	2.76
Dow Jones - AIG Commodity	2.76	2.07	21.36	9.15	23.93	25.91	-19.51	9.12	13.22	6.93	8.11	0.40	13.91
MSCI World Ex US LCL	2.74	13.93	25.76	10.29	17.81	-26.86	-17.49	16.72	11.77	4.42	6.68	1.37	8.59
CPI	2.58	2.58	3.40	3.30	1.87	2.42	1.60	3.18	2.88	2.61	2.64	-0.72	1.27
Russell 1000 Value	2.45	22.25	7.05	16.49	30.03	-15.52	-5.59	14.54	14.54	9.07	12.79	1.27	7.70
CSFB Credit Suisse HY	1.48	11.93	2.26	11.96	27.93	3.11	5.78	7.23	11.72	6.35	8.06	0.72	4.10
Russell 2000	1.42	18.37	4.55	18.33	47.25	-20.48	2.49	14.45	16.60	7.80	11.52	0.76	13.46
S&P SC 600/Citi Value	1.23	19.57	8.36	21.09	39.20	-12.93	9.52	15.66	16.55	10.42	-	0.86	13.10
LB Municipal	0.48	4.84	3.51	4.48	5.31	9.61	5.13	3.54	4.16	5.29	5.87	-0.23	2.47
MSCI Japan	-0.34	6.24	25.52	15.86	35.91	-10.28	-29.40	13.64	13.53	2.48	2.76	0.79	11.95
MSCI Argentina	-0.86	66.07	59.69	24.57	98.53	-50.99	-22.11	50.38	52.34	5.12	7.59	1.24	34.64
Morningstar Services Super	-1.13	14.98	7.17	11.89	28.43	-17.77	-4.87	10.19	10.75	8.49	12.12	0.73	8.13
Russell 2000 Value	-3.14	23.48	4.71	22.25	46.03	-11.43	14.02	13.80	16.85	10.73	14.09	0.75	12.84
DJ US Financial	-7.33	19.42	6.46	13.39	32.23	-12.35	-6.38	8.52	10.89	8.89	14.26	0.48	9.52
FTSE NAREIT Equity REITs	-7.53	35.06	12.16	31.58	37.13	3.82	13.93	17.28	19.54	12.64	14.16	0.83	15.75
DJ Wilshire REIT	-8.23	35.97	13.82	33.16	36.18	3.58	12.35	17.92	19.98	13.41	14.36	0.84	16.35
MSCI Ireland ID	-8.96	43.86	-4.74	39.16	39.43	-28.07	-4.01	15.80	17.83	5.44	9.17	0.78	15.03
JSE Gold USD South Africa	-23.66	5.54	43.34	-27.75	11.47	130.33	29.65	2.58	3.51	3.99	-0.17	0.13	38.01
Index Name	YTD	2006	2005	2004	2003	2002	2001	3-Yr	5-Yr	10-Yr	15-Yr	Sharpe	Std Dev
	Total Return %							Annualized Return %

*Source: Morningstar. Data as of 8/30/2007

All returns are in dollars, unless noted. YTD is year-to-date. 3-, 5-, 10- and 15-year returns are annualized. Sharpe is Sharpe ratio. Std Dev is 3-year standard deviation.

Journal of Indexes: Correlation

Discussion